How do I know when I have to credit the icon designer?
If you have to credit the icon designer, it will be specified in the license agreement (where it says License: ...). As a summary, licenses that have the word "attribution" in their names (mostly Creative Commons licenses) require crediting the icon designer. For the other license types, this is just optional. In general, it is always nice to specify who created the icons you are using.
How to credit the icon designer?
You can do this by including their name and a link to their website or to their Iconfinder page. Here are some good examples of how to credit the icon designer: Best practices for attribution